Articles liés à Financial mathematics: Volatility and its applications

Financial mathematics: Volatility and its applications - Couverture souple

Oduor, Brian; Okelo, Benard; Onyango, Silas

 
9783846533987: Financial mathematics: Volatility and its applications
Couverture souple
ISBN 10 : 384653398X ISBN 13 : 9783846533987
Editeur : LAP LAMBERT Academic Publishing, 2011

Synopsis

This book is about the estimation of market volatility (or variance of returns of an asset) is a crucial issue in modern applied finance. The measure of volatility and good forecasts of future volatility are crucial for implementation, evaluation of asset and derivative pricing of asset. In particular, volatility has been used in financial markets in assessments of risk associated with short-term fluctuations in financial time-series. Volatility has a key role to play in the determination of a risk and in the valuation of options and other derivative securities. Exercises and examples are provided to make understanding of the book easier. Other models are also included to act as prerequisite knowledge to the developed models herein.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Présentation de l'éditeur

This book is about the estimation of market volatility (or variance of returns of an asset) is a crucial issue in modern applied finance. The measure of volatility and good forecasts of future volatility are crucial for implementation, evaluation of asset and derivative pricing of asset. In particular, volatility has been used in financial markets in assessments of risk associated with short-term fluctuations in financial time-series. Volatility has a key role to play in the determination of a risk and in the valuation of options and other derivative securities. Exercises and examples are provided to make understanding of the book easier. Other models are also included to act as prerequisite knowledge to the developed models herein.

Biographie de l'auteur

Oduor is a mathematician and a researcher in the area of financial mathematics. Currently, he is based in Maseno University, Kenya. Dr. Benard Okelo is based at Bondo University College. He is specialized in analysis with interest in Applied Statistics. Professor Silas Onyango is a mathematician and researcher based at KCA University Kenya.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
LAP LAMBERT Academic Publishing
Date d'édition
2011
Langue
anglais
ISBN 10 
384653398X
ISBN 13 
9783846533987
Reliure
Broché
Nombre de pages
72
Coordonnées du fabricant
non disponible
Personne responsable
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